Implied Volatility Skew (30-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

MSCI Inc (MSCI) had 30-Day Implied Volatility Skew of 0.0123 for 2026-10-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-10-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2094
Historical Volatility (Parkinson)	0.1845
Implied Volatility (Calls)	0.3194
Implied Volatility (Puts)	0.3566
Implied Volatility (Mean)	0.3380
Put-Call Implied Volatility Ratio	1.1166
Implied Volatility Skew	0.0123
Option Statistics
Put-Call Ratio (Volume)	1.1538
Put-Call Ratio (Open Interest)	2.9592